+149.6%
IBM vs XLP
+126.4%
+23.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | +11.1% | +10.3% | +0.8% | +2.6% |
| 3M | +5.7% | +6.5% | -0.8% | +0.1% |
| 6M | +10.1% | +8.4% | +1.7% | +2.8% |
| YTD | -15.6% | +18.2% | -33.8% | -27.6% |
| 1Y | -19.5% | +22.4% | -42.0% | -33.1% |
| 3Y | +80.4% | +41.9% | +38.5% | +30.5% |
| 5Y | +140.0% | +40.9% | +99.1% | +72.4% |
| All | +149.6% | +126.4% | +23.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling